+124.2%
KEY vs LCID
-96.5%
+220.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.4% | -6.7% | +1.8% |
| 7D | -0.4% | +20.0% | -20.4% | -2.3% |
| 30D | +7.2% | -5.0% | +12.2% | +7.3% |
| 3M | -4.9% | -48.9% | +44.0% | +0.8% |
| 6M | +1.1% | -43.2% | +44.3% | +4.2% |
| YTD | +6.8% | -65.9% | +72.7% | +15.1% |
| 1Y | +23.3% | -79.2% | +102.5% | +39.4% |
| 3Y | +126.1% | -90.4% | +216.5% | +163.2% |
| 5Y | +15.2% | -99.2% | +114.4% | +51.3% |
| All | +124.2% | -96.5% | +220.7% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LCID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling